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Cornelia Holthausen
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Eisenschmidt, Jens & Holthausen, Cornelia, 2010.
"The minimum liquidity deficit and the maturity structure of central banks' open market operations: lessons from the financial crisis,"
Working Paper Series
1282, European Central Bank.
Cited by:
- Vergote, Olivier & Sugo, Tomohiro, 2020. "Who takes the ECB’s targeted funding?," Working Paper Series 2439, European Central Bank.
- Kiss, Gábor Dávid & Kosztopulosz, Andreász, 2012. "The impact of the crisis on the monetary autonomy of Central and Eastern European countries," Public Finance Quarterly, Corvinus University of Budapest, vol. 57(1), pages 28-52.
- Heider, Florian & Holthausen, Cornelia & Hoerova, Marie, 2010.
"Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk,"
CEPR Discussion Papers
7762, C.E.P.R. Discussion Papers.
- Heider, F. & Hoerova, M. & Holthausen, C., 2009. "Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk," Other publications TiSEM e03a6a65-2fc7-4b2e-9e94-f, Tilburg University, School of Economics and Management.
- Marie Hoerova & Cornelia Holthausen & Florian Heider, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," 2009 Meeting Papers 929, Society for Economic Dynamics.
- Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series 1126, European Central Bank.
- Heider, F. & Hoerova, M. & Holthausen, C., 2009. "Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk," Discussion Paper 2009-40 S, Tilburg University, Center for Economic Research.
Cited by:
- Adam Gersl & Jitka Lesanovska, 2013.
"Explaining the Czech Interbank Market Risk Premium,"
Working Papers
2013/01, Czech National Bank.
- Geršl, Adam & Lešanovská, Jitka, 2014. "Explaining the Czech interbank market risk premium," Economic Systems, Elsevier, vol. 38(4), pages 536-551.
- Affinito, Massimiliano, 2012.
"Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy,"
Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
- Massimiliano Affinito, 2011. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Temi di discussione (Economic working papers) 826, Bank of Italy, Economic Research and International Relations Area.
- Ivana Ruffini, 2015. "Central Clearing: Risks and Customer Protections," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 90-100.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020.
"Foundations of system-wide financial stress testing with heterogeneous institutions,"
INET Oxford Working Papers
2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
- Metrick, Andrew, 2019. "European Central Bank Tools and Policy Actions A: Open Market Operations, Collateral Expansion and Standing Facilities," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(3), pages 57-81, March.
- Guembel, Alexander & Sussman, Oren, 2010.
"Liquidity, Contagion and Financial Crisis,"
TSE Working Papers
10-240, Toulouse School of Economics (TSE).
- Guembel, Alexander & Sussman, Oren, 2010. "Liquidity, Contagion and Financial Crisis," IDEI Working Papers 664, Institut d'Économie Industrielle (IDEI), Toulouse.
- Radde, Sören, 2015.
"Flight to liquidity and the Great Recession,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
- Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
- Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
- Priyo, Asad Karim Khan, 2023. "Investigating Excess Reserve Accumulation and Credit Crunch in U.S. Commercial Banks Focusing on the Financial Crisis," MPRA Paper 117851, University Library of Munich, Germany.
- Hatzopoulos, V. & Iori, G. & Mantegna, R. & Micciche, S. & Tumminello, M., 2013.
"Quantifying preferential trading in the e-MID interbank market,"
Working Papers
13/14, Department of Economics, City University London.
- Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello, 2015. "Quantifying preferential trading in the e-MID interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 693-710, April.
- A Durré & H Pill, 2012.
"Central Bank balance sheets as policy tools,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 193-213,
Bank for International Settlements.
- A. Durre & H. Pill, 2012. "Central bank balance sheets as policy tools," Post-Print hal-00787196, HAL.
- Giri, Federico, 2014.
"Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area,"
FinMaP-Working Papers
27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Giri, Federico, 2018. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
- Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Vincent Brousseau & Kleopatra Nikolaou & Huw Pill, 2014. "Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?," Finance and Economics Discussion Series 2014-112, Board of Governors of the Federal Reserve System (U.S.).
- Xavier Freixas, 2009.
"Monetary policy in a systemic crisis,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 630-653, Winter.
- Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Economics Working Papers 1200, Department of Economics and Business, Universitat Pompeu Fabra.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
- Aleksander Berentsen & Dr. Benjamin Müller, 2017.
"A Tale of Fire-Sales and Liquidity Hoarding,"
Working Papers
2017-16, Swiss National Bank.
- Aleksander Berentsen & Benjamin Müller, 2014. "A tale of fire-sales and liquidity hoarding," ECON - Working Papers 139, Department of Economics - University of Zurich, revised Jun 2015.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016.
"A dynamic network model of the unsecured interbank lending market,"
Working Papers
16-3, Federal Reserve Bank of Boston.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
- De La Motte, Laura & Czernomoriez, Janna & Clemens, Marius, 2010. "Zur Vertrauensökonomik: Der Interbankenmarkt in der Krise von 2007-2009 [Economics of trust: The interbank market during the crisis 2007-2009]," MPRA Paper 20357, University Library of Munich, Germany.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015.
"Does Lack of Financial Stability Impair the Transmission of Monetary Policy?,"
HIT-REFINED Working Paper Series
24, Institute of Economic Research, Hitotsubashi University.
- Viral V. Acharya & Björn Imbierowicz & Sascha Steffen & Daniel Teichmann, 2019. "Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?," NBER Working Papers 26479, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020. "Does the lack of financial stability impair the transmission of monetary policy?," Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," Discussion Papers 48/2019, Deutsche Bundesbank.
- Camilo González Sabogal, 2014.
"Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 17-35, July.
- Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 17-35, July.
- Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
- Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013.
"ECB monetary operations and the interbank repo market,"
Staff Reports
654, Federal Reserve Bank of New York.
- Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2014. "ECB Monetary Operations and the Interbank Repo Market," Research Technical Papers 09/RT/14, Central Bank of Ireland.
- Co-Pierre Georg & Stefano Battiston & Tarik Roukny, 2014.
"A Network Analysis of the Evolution of the German Interbank Market,"
Working Papers
461, Economic Research Southern Africa.
- Roukny, Tarik & Georg, Co-Pierre & Battiston, Stefano, 2014. "A network analysis of the evolution of the German interbank market," Discussion Papers 22/2014, Deutsche Bundesbank.
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014.
"Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation,"
DICE Discussion Papers
134 [rev.], Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014. "Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation," DICE Discussion Papers 134, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Panetti, Ettore, 2011.
"A Theory of Bank Illiquidity and Default with Hidden Trades,"
MPRA Paper
43799, University Library of Munich, Germany, revised May 2012.
- Ettore Panetti, 2017. "A Theory of Bank Illiquidity and Default with Hidden Trades," Review of Finance, European Finance Association, vol. 21(3), pages 1123-1157.
- Bhattacharya, Sudipto & Chabakauri, Georgy & Nyborg, Kjell, 2012.
"Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away,"
LSE Research Online Documents on Economics
119049, London School of Economics and Political Science, LSE Library.
- Sudipto Bhattacharya & Georgy Chabakauri & Kjell G. Nyborg, 2012. "Securitized Banking, Asymmetric Information, and Financial Crisis: Regulating Systemic Risk Away," FMG Discussion Papers dp704, Financial Markets Group.
- Gregory Connor, 2009. "The Risky Lending Gap," Economics Department Working Paper Series n2010809.pdf, Department of Economics, National University of Ireland - Maynooth.
- Antonio De Socio, 2011.
"The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap","
Temi di discussione (Economic working papers)
819, Bank of Italy, Economic Research and International Relations Area.
- De Socio, Antonio, 2013. "The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1340-1358.
- Paolo Fegatelli, 2010. "The role of collateral requirements in the crisis: one tool for two objectives?," BCL working papers 44, Central Bank of Luxembourg.
- Stefano Marzioni, 2011. "Monetary Policy, Liquidity Stress and Learning Dynamics," Working Papers CASMEF 1102, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Acharya, Viral & Skeie, David, 2011.
"A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets,"
CEPR Discussion Papers
8705, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
- Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
- Co-Pierre Georg & Silvia Gabrieli, 2015.
"A Network View on Interbank Market Freezes,"
Working Papers
488, Economic Research Southern Africa.
- Gabrieli, Silvia & Georg, Co-Pierre, 2014. "A network view on interbank market freezes," Discussion Papers 44/2014, Deutsche Bundesbank.
- S. Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
- Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012.
"Market response to policy initiatives during the global financial crisis,"
Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
- Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010. "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers 15809, National Bureau of Economic Research, Inc.
- Claudio Borio, 2009.
"Ten propositions about liquidity crises,"
BIS Working Papers
293, Bank for International Settlements.
- Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
- Beladi, Hamid & Hu, May & Park, Jason & How, Janice, 2020. "Liquidity creation and funding ability during the interbank lending crunch," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Zhiguo He & Péter Kondor, 2016.
"Inefficient Investment Waves,"
Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Zhiguo, He & Kondor, Peter, 2016. "Inefficient investment waves," LSE Research Online Documents on Economics 64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Vasiliki Skreta & Thomas Philippon, 2010.
"Optimal Interventions in Markets with Adverse Selection,"
2010 Meeting Papers
1333, Society for Economic Dynamics.
- Thomas Philippon & Vasiliki Skreta, 2012. "Optimal Interventions in Markets with Adverse Selection," American Economic Review, American Economic Association, vol. 102(1), pages 1-28, February.
- Philippon, Thomas & Skreta, Vasiliki, 2010. "Optimal Interventions in Markets with Adverse Selection," CEPR Discussion Papers 7737, C.E.P.R. Discussion Papers.
- Thomas Philippon & Vasiliki Skreta, 2010. "Optimal Interventions in Markets with Adverse Selection," NBER Working Papers 15785, National Bureau of Economic Research, Inc.
- Thomas Philippon & Vasiliki Skreta, 2011. "Optimal Interventions in Markets with Adverse Selection," Working Papers 11-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Georg, Co-Pierre, 2014.
"Contagious herding and endogenous network formation in financial networks,"
Discussion Papers
23/2014, Deutsche Bundesbank.
- Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
- Abbassi, Puriya & Nautz, Dieter, 2012.
"Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations,"
The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 54-69.
- Abbassi, Puriya & Nautz, Dieter, 2011. "Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations," Discussion Paper Series 1: Economic Studies 2011,24, Deutsche Bundesbank.
- Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
- Xu, Ying & La, Hai Anh, 2015. "Foreign banks and international shock transmission: Does bank ownership still matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 200-216.
- Morrison, Alan D. & White, Lucy, 2013. "Reputational contagion and optimal regulatory forbearance," Journal of Financial Economics, Elsevier, vol. 110(3), pages 642-658.
- Charles W. Calomiris & Urooj Khan, 2015. "An Assessment of TARP Assistance to Financial Institutions," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 53-80, Spring.
- Tirole, Jean, 2009.
"Illiquidity and All Its Friends,"
TSE Working Papers
09-083, Toulouse School of Economics (TSE), revised Feb 2010.
- Tirole, Jean, 2010. "Illiquidity and all its Friends," Institutions and Markets Papers 91011, Fondazione Eni Enrico Mattei (FEEM).
- Jean Tirole, 2010. "Illiquidity and all its friends," BIS Working Papers 303, Bank for International Settlements.
- Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
- Jean Tirole, 2011. "Illiquidity and All Its Friends," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 287-325, June.
- Merrouche, Ouarda & Karam, Philippe & Turk, Rima & Souissi, Moez, 2014. "The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades," CEPR Discussion Papers 10252, C.E.P.R. Discussion Papers.
- Maciej Krzak & Grzegorz Poniatowski & Katarzyna Wasik, 2014. "Measuring financial stress and economic sensitivity in CEE countries," CASE Network Reports 0117, CASE-Center for Social and Economic Research.
- Xavier Vives, 2014.
"On The Possibility Of Informationally Efficient Markets,"
Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1200-1239, October.
- Vives, Xavier, 2014. "On the Possibility of Informationally Efficient Markets," IESE Research Papers D/1104, IESE Business School.
- Smets, Frank & Tristani, Oreste & Motto, Roberto & Rostagno, Massimo & Fahr, Stephan, 2011.
"A monetary policy strategy in good and bad times: lessons from the recent past,"
Working Paper Series
1336, European Central Bank.
- Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2013. "A monetary policy strategy in good and bad times: lessons from the recent past [Inflation persistence and price-setting behavior in the euro area – a summary of the IPN evidence]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 243-288.
- Bhattacharya, Sudipto & Chabakauri, Georgy & Nyborg, Kjell G., 2011. "Securitized lending, asymmetric information, and financial crisis," LSE Research Online Documents on Economics 43166, London School of Economics and Political Science, LSE Library.
- Giannone, Domenico & Lenza, Michele & Pill, Huw & Reichlin, Lucrezia, 2011.
"Non-standard monetary policy measures and monetary developments,"
Working Paper Series
1290, European Central Bank.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010. "Non standard Monetary Policy measures and monetary developments," Working Papers ECARES 2010-040, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2010. "Non-standard Monetary Policy Measures and Monetary Developments," CEPR Discussion Papers 8125, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2010. "Non‐Standard Monetary Policy Measures," Working Papers ECARES ECARES 2010-040, ULB -- Universite Libre de Bruxelles.
- Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne, 2023.
"Scenario-free analysis of financial stability with interacting contagion channels,"
Journal of Banking & Finance, Elsevier, vol. 146(C).
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand, 2020. "Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels," INET Oxford Working Papers 2019-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Mr. Philippe D Karam & Ouarda Merrouche & Moez Souissi & Ms. Rima A Turk, 2014. "The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies," IMF Working Papers 2014/207, International Monetary Fund.
- Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
- Giuseppe Cappelletti & Paolo Emilio Mistrulli, 2017.
"Multiple lending, credit lines, and financial contagion,"
Temi di discussione (Economic working papers)
1123, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2017. "Multiple lending, credit lines and financial contagion," Working Paper Series 2089, European Central Bank.
- Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells, 2016.
"Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship,"
Cardiff Economics Working Papers
E2016/9, Cardiff University, Cardiff Business School, Economics Section.
- Woon Wong & Iris Biefang-Frisancho Mariscal & Peter Howells, 2019. "Liquidity and credit risks in the UK’s financial crisis: how ‘quantitative easing’ changed the relationship," Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 278-287, January.
- Tommaso Mancini Griffoli & Angelo Ranaldo, 2010.
"Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity,"
Working Papers
2010-14, Swiss National Bank.
- Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012. "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance 1212, University of St. Gallen, School of Finance.
- Volha Audzei, 2022.
"Confidence Cycles and Liquidity Hoarding,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 281-320, September.
- Volha Audzei, 2016. "Confidence Cycles and Liquidity Hoarding," Working Papers 2016/07, Czech National Bank.
- Osoro, Jared & Josea, Kiplangat, 2022. "Banking system adjustment to shock: The Kenyan case of liquidity-profitability trade-offs," KBA Centre for Research on Financial Markets and Policy Working Paper Series 56, Kenya Bankers Association (KBA).
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011.
"The Interbank Market after August 2007: What Has Changed, and Why?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
- Trichet, J.C., 2011. "Intellectual challenges to financial stability analysis in the era of macroprudential oversight," Financial Stability Review, Banque de France, issue 15, pages 139-149, February.
- Affinito, Massimiliano, 2013.
"Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system,"
Working Paper Series
1607, European Central Bank.
- Massimiliano Affinito, 2013. "Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Temi di discussione (Economic working papers) 928, Bank of Italy, Economic Research and International Relations Area.
- Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
- Fecht, Falko & Reitz, Stefan, 2015. "Euro money market trading during times of crisis," Kiel Working Papers 2012, Kiel Institute for the World Economy (IfW Kiel).
- Angelo Baglioni & Andrea Monticini, 2010.
"Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis,"
DEP - series of economic working papers
4/2010, University of Genoa, Research Doctorate in Public Economics.
- Angelo Baglioni & Andrea Monticini, 2013. "Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(2), pages 175-186, October.
- Ritz, R. A., 2012.
"How do banks respond to increased funding uncertainty?,"
Cambridge Working Papers in Economics
1213, Faculty of Economics, University of Cambridge.
- Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
- Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
- Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
- Alexander C. Jung, 2015. "Does liquidity matter for money demand in euro area countries?," Economics Bulletin, AccessEcon, vol. 35(2), pages 1383-1391.
- Flannery, Mark J. & Kwan, Simon H. & Nimalendran, Mahendrarajah, 2013. "The 2007–2009 financial crisis and bank opaqueness," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 55-84.
- John V. Duca, 2013.
"The Money Market Meltdown of the Great Depression,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 493-504, March.
- John V. Duca, 2013. "The Money Market Meltdown of the Great Depression," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 493-504, March.
- Hana Hejlová & Zlatuše Komárková & Marek Rusnák, 2020. "A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(3), pages 251-273.
- Douglas W. Diamond & Raghuram G. Rajan, 2009.
"Fear of Fire Sales and the Credit Freeze,"
NBER Working Papers
14925, National Bureau of Economic Research, Inc.
- Douglas W Diamond, 2010. "Fear of fire sales and the credit freeze," BIS Working Papers 305, Bank for International Settlements.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Alain Durré & Angela Maddaloni & Francesco Paolo Mongelli, 2014. "The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 396-423, September.
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CEPR Discussion Papers
4990, C.E.P.R. Discussion Papers.
- Cornelia Holthausen & Thomas Rønde, 2003. "Cooperation in International Banking Supervision," CIE Discussion Papers 2004-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
Cited by:
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2010.
"Bank Bailouts, International Linkages and Cooperation,"
CEP Discussion Papers
dp1023, Centre for Economic Performance, LSE.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2010. "Bank Bailouts, International Linkages and Cooperation," Working Papers 1016, Oxford University Centre for Business Taxation.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2011. "Bank Bailouts, International Linkages and Cooperation," Working Papers 170, Oesterreichische Nationalbank (Austrian Central Bank).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2011. "Bank Bailouts, International Linkages and Cooperation," CESifo Working Paper Series 3384, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2010. "Bank bailouts, international linkages and cooperation," LSE Research Online Documents on Economics 121902, London School of Economics and Political Science, LSE Library.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2010. "Bank Bail-Outs, International Linkages and Cooperation," Economics Working Papers ECO2010/05, European University Institute.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2013. "Bank Bailouts, International Linkages, and Cooperation," American Economic Journal: Economic Policy, American Economic Association, vol. 5(4), pages 270-305, November.
- Marcelo Rezende, 2014. "The Effects of Bank Charter Switching on Supervisory Ratings," Finance and Economics Discussion Series 2014-20, Board of Governors of the Federal Reserve System (U.S.).
- Ethan B Kapstein, 2006. "Architects of stability? International cooperation among financial supervisors," BIS Working Papers 199, Bank for International Settlements.
- Diemo Dietrich & Uwe Vollmer, 2010.
"International Banking and Liquidity Allocation,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(1), pages 45-69, February.
- Dietrich, Diemo & Vollmer, Uwe, 2006. "Banks’ Internationalization Strategies: The Role of Bank Capital Regulation," IWH Discussion Papers 18/2006, Halle Institute for Economic Research (IWH).
- Vollmer Uwe, 2015. "‚Stairway to Heaven‘ oder ‚Highway to Hell‘? – Eine Einschätzung der Europäischen Bankenunion / ‚Stairway to Heaven‘ or ‚Highway to Hell‘? – An Evaluation of the European Banking Union," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 66(1), pages 147-174, January.
- Barry Eichengreen, 2010.
"Out-Of-The-Box Thoughts About The International Financial Architecture,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-20.
- Barry Eichengreen, 2011. "Out-of-the-Box Thoughts about the International Financial Architecture," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 13, Edward Elgar Publishing.
- Mr. Barry J. Eichengreen, 2009. "Out of the Box Thoughts about the International Financial Architecture," IMF Working Papers 2009/116, International Monetary Fund.
- Kenneth Sullivan, 2008. "Presentación proactiva del desempeño," Boletín, CEMLA, vol. 0(3), pages 130-135, Julio-sep.
- Morrison, Alan & Lóránth, Gyöngyi, 2003. "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers 4148, C.E.P.R. Discussion Papers.
- María J. Nieto & Larry D. Wall, 2017.
"Cross-border banking on the two sides of the atlantic: does it have an impact on bank crisis management?,"
Working Papers
1738, Banco de España.
- Maria J. Nieto & Larry D. Wall, 2015. "Cross-border banking on the two sides of the Atlantic: does it have an impact on bank crisis management?," FRB Atlanta Working Paper 2015-11, Federal Reserve Bank of Atlanta.
- Maria J. Nieto & Larry D. Wall, 2018. "Cross-border banking on the two sides of the Atlantic: Does it have an impact on bank crisis management?," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(1), pages 4-17, January.
- Alexis Derviz, 2007.
"Cross-Border Risk Transmission by a Multinational Bank,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 87-111, March.
- Alexis Derviz, 2005. "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES 85, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
- Marco Pagano & Paolo Volpin, 2001.
"The Political Economy of Finance,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 17(4), pages 502-519.
- Marco Pagano & Paolo Volpin, 2001. "The Political Economy of Finance," CSEF Working Papers 76, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Pagano, Marco & Volpin, Paolo, 2002. "The Political Economy of Finance," CEPR Discussion Papers 3231, C.E.P.R. Discussion Papers.
- Marcelo Rezende, 2011. "How do joint supervisors examine financial institutions? the case of state banks," Finance and Economics Discussion Series 2011-43, Board of Governors of the Federal Reserve System (U.S.).
- Hookyu Rhu & C.S. Lim Vincent & L.C. Ong Vivien, 2012. "Rethink Policy Collaboration," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp88.
- Grégory Nguyen & Peter Praet, 2006. "Cross-border crisis management : a race against the clock or a hurdle race ?," Financial Stability Review, National Bank of Belgium, vol. 4(1), pages 151-173, June.
- Marcelo Rezende, 2011. "How Do Joint Supervisors Examine Financial Institutions? The Case of Banks," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 18, Edward Elgar Publishing.
- Berger, Helge & Hefeker, Carsten, 2006.
"Does financial integration make banks act more prudential? Regulation, foreign owned banks, and the lender-of-last resort,"
Discussion Papers
2006/2, Free University Berlin, School of Business & Economics.
- Berger, Helge & Hefeker, Carsten, 2006. "Does Financial Integration Make Banks Act More Prudential? Regulation, Foreign Owned Banks, and the Lender-of-Last Resort," HWWA Discussion Papers 339, Hamburg Institute of International Economics (HWWA).
- International Monetary Fund, 2009. "A European Mandate for Financial Sector Supervisors in the EU," IMF Working Papers 2009/005, International Monetary Fund.
- D'Hulster, Katia, 2011. "Cross border banking supervision : incentive conflicts in supervisory information sharing between home and host supervisors," Policy Research Working Paper Series 5871, The World Bank.
- Helge Berger & Carsten Hefeker, 2008. "Does financial integration make banks more vulnerable? Regulation, foreign owned banks, and the lender-of-last resort," International Economics and Economic Policy, Springer, vol. 4(4), pages 371-393, February.
- Morrison, Alan & White, Lucy, 2005. "Level Playing Fields in International Financial Regulation," CEPR Discussion Papers 5247, C.E.P.R. Discussion Papers.
- Martin Èihák & Richard Podpiera, 2006. "Is One Watchdog Better than Three? International Experience with Integrated Financial-Sector Supervision (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(3-4), pages 102-126, March.
- Niinimäki, Juha-Pekka & Mälkönen, Ville, 2009. "Blanket guarantee and restructuring decisions for multinational banks in a bargaining model," Bank of Finland Research Discussion Papers 16/2009, Bank of Finland.
- Calzolari, Giacomo & Loranth, Gyongyi, 2011.
"Regulation of multinational banks: A theoretical inquiry,"
Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 178-198, April.
- Lóránth, Gyöngyi & Calzolari, Giacomo, 2004. "Regulation of Multinational banks: A Theoretical Inquiry," CEPR Discussion Papers 4232, C.E.P.R. Discussion Papers.
- Calzolari, Giacomo & Loranth, Gyongyi, 2005. "Regulation of multinational banks: a theoretical inquiry," Working Paper Series 431, European Central Bank.
- Michael Abendschein & Harry Gölz, 2021. "International cooperation on financial market regulation," International Economics and Economic Policy, Springer, vol. 18(4), pages 787-824, October.
- Mr. Marc G Quintyn & Donato Masciandaro & Ms. María Nieto, 2009.
"Will they Sing the Same Tune? Measuring Convergence in the new European System of Financial Supervisors,"
IMF Working Papers
2009/142, International Monetary Fund.
- Donato Masciandaro & Maria J. Nieto & Marc Quintyn, 2011. "Will They Sing the Same Tune? Measuring Convergence in the New European System of Financial Supervisors," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 17, Edward Elgar Publishing.
- Schüler, Martin, 2003. "Incentive Problems in Banking Supervision: The European Case," ZEW Discussion Papers 03-62, ZEW - Leibniz Centre for European Economic Research.
- Stéphanie Stolz, 2002. "Banking Supervision in Integrated Financial Markets: Implications for the EU," CESifo Working Paper Series 812, CESifo.
- Seppo Honkapohja & Frank Westermann, 2009.
"Financial Architecture,"
Palgrave Macmillan Books, in: Seppo Honkapohja & Frank Westermann (ed.), Designing the European Model, chapter 11, pages 366-398,
Palgrave Macmillan.
- Lars Calmfors & Giancarlo Corsetti & John Flemming & Seppo Honkapohja & John Kay & Willi Leibfritz & Gilles Saint-Paul & Hans-Werner Sinn & Xavier Vives, 2003. "Financial Architecture," EEAG Report on the European Economy, CESifo, vol. 0, pages 98-117, May.
- Mili, Mehdi & Sahut, Jean-Michel & Trimeche, Hatem & Teulon, Frédéric, 2017. "Determinants of the capital adequacy ratio of foreign banks’ subsidiaries: The role of interbank market and regulation," Research in International Business and Finance, Elsevier, vol. 42(C), pages 442-453.
- David VanHoose, 2007. "Market Discipline and Supervisory Discretion in Banking: Reinforcing or Conflicting Pillars of Basel II?," NFI Working Papers 2007-WP-06, Indiana State University, Scott College of Business, Networks Financial Institute.
- Reza Siregar & Lim, C.S. Vincent, 2011.
"Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries,"
Staff Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp79.
- Siregar, Reza & Lim, Vincent C.S., 2011. "Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries," MPRA Paper 28417, University Library of Munich, Germany.
- Mälkönen, Ville & Niinimäki, J.-P., 2012. "Blanket guarantee, deposit insurance and restructuring decisions for multinational banks," Journal of Financial Stability, Elsevier, vol. 8(2), pages 84-95.
- Holopainen, Helena, 2007. "Integration of financial supervision," Bank of Finland Research Discussion Papers 12/2007, Bank of Finland.
- Kopecky, Kenneth J. & VanHoose, David, 2012. "Can capital requirements induce private monitoring that is socially optimal?," Journal of Financial Stability, Elsevier, vol. 8(4), pages 252-262.
- Eufrocinio M. Bernabe, Jr, 2012. "Framework for Macro-prudential Policies for Emerging Economies in a Globalized Environment," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp88.
- Banco Central Europeo, 2008. "La titulización en la zona del euro," Boletín, CEMLA, vol. 0(3), pages 136-149, Julio-sep.
- Vollmer Uwe, 2016. "The Asymmetric Implementation of the European Banking Union (EBU): Consequences for Financial Stability," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 50(1), pages 7-26, June.
- Neyer, Ulrike & Vieten, Thomas, 2013. "Die neue europäische Bankenaufsicht: Eine kritische Würdigung," DICE Ordnungspolitische Perspektiven 45, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Hardy, Daniel C. & Nieto, Maria J., 2011. "Cross-border coordination of prudential supervision and deposit guarantees," Journal of Financial Stability, Elsevier, vol. 7(3), pages 155-164, August.
- Rochet, Jean Charles & Holthausen, Cornelia, 2003.
"Efficient Pricing of Large Value Interbank Payment Systems,"
CEPR Discussion Papers
3943, C.E.P.R. Discussion Papers.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2006. "Efficient Pricing of Large Value Interbank Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1797-1818, October.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2003. "Efficient Pricing of Large Value Interbank Payment Systems," IDEI Working Papers 185, Institut d'Économie Industrielle (IDEI), Toulouse.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2002. "Efficient pricing of large value interbank payment systems," Working Paper Series 184, European Central Bank.
Cited by:
- Ben R. Craig & Falko Fecht, 2011.
"Substitution between net and gross settlement systems: A concern for financial stability?,"
Working Papers (Old Series)
1132, Federal Reserve Bank of Cleveland.
- Craig, Ben & Fecht, Falko, 2011. "Substitution between net and gross settlement systems: A concern for financial stability?," Discussion Paper Series 1: Economic Studies 2011,16, Deutsche Bundesbank.
- Kemppainen, Kari, 2003. "Competition and regulation in European retail payment systems," Bank of Finland Research Discussion Papers 16/2003, Bank of Finland.
- Bolt, Wilko & Humphrey, David, 2005. "Public good issues in TARGET: natural monopoly, scale economies, network effects and cost allocation," Working Paper Series 505, European Central Bank.
- Morten L. Bech & Christine Preisig & Kimmo Soramaki, 2008. "Global trends in large-value payments," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 59-81.
- Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
- Krahnen, Jan Pieter, 2018. "Über Scheinriesen: Was TARGET-Salden tatsächlich bedeuten. Eine finanzökonomische Überprüfung," SAFE White Paper Series 56, Leibniz Institute for Financial Research SAFE.
- Kari Kemppainen, 2004. "Competition and regulation in European retail payment systems," Microeconomics 0404008, University Library of Munich, Germany.
- Tore Nilssen, 2011.
"Risk externalities in a payments oligopoly,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(3), pages 211-234, December.
- Nilssen,T., 2000. "Risk externalities in a payments oligopoly," Memorandum 10/2000, Oslo University, Department of Economics.
- Freixas, X. & Holthausen, C., 2001.
"Interbank Market Integration under Asymmetric Information,"
Papers
74, Quebec a Montreal - Recherche en gestion.
- Xavier Freixas, 2005. "Interbank Market Integration under Asymmetric Information," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 459-490.
- Xavier Freixas & Cornelia Holthausen, 2001. "Interbank market integration under asymmetric information," Economics Working Papers 579, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019.
"Financial Integration and Liquidity Crises,"
Management Science, INFORMS, vol. 65(3), pages 955-975, March.
- Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2017. "Financial Integration and Liquidity Crises," NBER Working Papers 23359, National Bureau of Economic Research, Inc.
- Fecht, Falko & Peydró, José-Luis & Abbassi, Puriya & Bräuning, Falk, 2015.
"Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis,"
CEPR Discussion Papers
10479, C.E.P.R. Discussion Papers.
- Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014. "Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis," Discussion Papers 45/2014, Deutsche Bundesbank.
- Degryse, H.A. & Nguyen, G., 2004.
"Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System,"
Other publications TiSEM
24d7f8a9-0f7c-411a-843c-c, Tilburg University, School of Economics and Management.
- Degryse, H.A. & Nguyen, G., 2004. "Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System," Discussion Paper 2004-4, Tilburg University, Center for Economic Research.
- Hans Degryse & Grégory Nguyen, 2004. "Interbank exposures: an empirical examination of systemic risk in the Belgian banking system," Working Paper Research 43, National Bank of Belgium.
- Xavier Freixas & Antoine Martin & David Skeie, 2010.
"Bank Liquidity, Interbank Markets and Monetary Policy,"
Working Papers
429, Barcelona School of Economics.
- Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
- Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
- Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
- Batten, Jonathan & Szilagyi, Peter, 2010.
"The Recent Internationalisation of Japanese Banks,"
MPRA Paper
48049, University Library of Munich, Germany.
- Jonathan Batten & Peter Szilagyi, 2011. "The Recent Internationalization of Japanese Banks," Japanese Economy, Taylor & Francis Journals, vol. 38(1), pages 81-120.
- Pablo Rovira Kaltwasser & Alessandro Spelta, 2019. "Identifying systemically important financial institutions: a network approach," Computational Management Science, Springer, vol. 16(1), pages 155-185, February.
- Xavier Freixas, 2009.
"Monetary policy in a systemic crisis,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 630-653, Winter.
- Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Economics Working Papers 1200, Department of Economics and Business, Universitat Pompeu Fabra.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016.
"A dynamic network model of the unsecured interbank lending market,"
Working Papers
16-3, Federal Reserve Bank of Boston.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Hartmann, Philipp & Fecht, Falko & Grüner, Hans Peter, 2012.
"Financial Integration, Specialization, and Systemic Risk,"
CEPR Discussion Papers
8854, C.E.P.R. Discussion Papers.
- Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2008. "Financial integration, specialization and systemic risk," Discussion Paper Series 1: Economic Studies 2008,23, Deutsche Bundesbank.
- Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial integration, specialization, and systemic risk," Journal of International Economics, Elsevier, vol. 88(1), pages 150-161.
- Grüner, Hans Peter & Hartmann, Philipp & Fecht, Falko, 2012. "Financial integration, specialization and systemic risk," Working Paper Series 1425, European Central Bank.
- Dinger, Valeriya, 2009. "Do foreign-owned banks affect banking system liquidity risk?," Journal of Comparative Economics, Elsevier, vol. 37(4), pages 647-657, December.
- Ongena, Steven & Popov, Alexander, 2010.
"Interbank market integration, loan rates, and firm leverage,"
Working Paper Series
1252, European Central Bank.
- Popov, Alexander & Ongena, Steven, 2011. "Interbank market integration, loan rates, and firm leverage," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 544-559, March.
- Jorge, José & Kahn, Charles M., 2020. "Illiquidity as a signal," Journal of Financial Stability, Elsevier, vol. 50(C).
- Craig, Ben & von Peter, Goetz, 2014.
"Interbank tiering and money center banks,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
- Ben Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," BIS Working Papers 322, Bank for International Settlements.
- Ben R. Craig & Goetz von Peter, 2009. "Interbank tiering and money center banks," Working Papers (Old Series) 0912, Federal Reserve Bank of Cleveland.
- Craig, Ben R. & von Peter, Goetz, 2010. "Interbank tiering and money center banks," Discussion Paper Series 2: Banking and Financial Studies 2010,12, Deutsche Bundesbank.
- Ben R. Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," Working Papers (Old Series) 1014, Federal Reserve Bank of Cleveland.
- Giebel, Marek & Kraft, Kornelius, 2018. "Bank credit supply and firm innovation," ZEW Discussion Papers 18-011, ZEW - Leibniz Centre for European Economic Research.
- Acharya, Viral & Skeie, David, 2011.
"A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets,"
CEPR Discussion Papers
8705, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
- Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
- Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January.
- Gurnain Pasricha, 2010.
"Bank Competition and International Financial Integration: Evidence Using a New Index,"
Staff Working Papers
10-35, Bank of Canada.
- Pasricha, Gurnain, 2009. "Bank Competition and International Financial Integration: Evidence using a new Index," MPRA Paper 16767, University Library of Munich, Germany.
- Gurnain Kaur Pasricha, 2009. "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers 242009, Hong Kong Institute for Monetary Research.
- Gurnain Kaur Pasricha, 2009. "Bank Competition and International Financial Integration: Evidence using a new index," FIW Working Paper series 037, FIW.
- Antonio Alvarez & Alejandro Fernandez & Joaquin Garcia-Cabo & Diana Posada, 2019.
"Liquidity Funding Shocks : The Role of Banks' Funding Mix,"
International Finance Discussion Papers
1245, Board of Governors of the Federal Reserve System (U.S.).
- Antonio Álvarez & Alejandro Fernández & Joaquín García-Cabo & Diana Posada, 2019. "Liquidity Funding Shocks: the Role of Banks’ Funding Mix," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 167-190, June.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001.
"The microstructure of the euro money market,"
Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
- Fiorella De Fiore & Marie Hoerova & Harald Uhlig, 2022.
"Money markets, collateral and monetary policy,"
BIS Working Papers
997, Bank for International Settlements.
- Uhlig, Harald & De Fiore, Fiorella & Hoerova, Marie, 2018. "Money Markets, Collateral and Monetary Policy," CEPR Discussion Papers 13335, C.E.P.R. Discussion Papers.
- Fiorella De Fiore & Marie Hoerova & Ciaran Rogers & Harald Uhlig, 2018. "Money Markets, Collateral and Monetary Policy," NBER Working Papers 25319, National Bureau of Economic Research, Inc.
- De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald & Rogers, Ciaran, 2019. "Money markets, collateral and monetary policy," Working Paper Series 2239, European Central Bank.
- Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
- Christian Ewerhart & Nuno Cassola & Natacha Valla, 2007.
"Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations,"
Swiss Finance Institute Research Paper Series
07-22, Swiss Finance Institute.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006. "Declining valuations and equilibrium bidding in central bank refinancing operations," Working Paper Series 668, European Central Bank.
- Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010. "Declining valuations and equilibrium bidding in central bank refinancing operations," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
- Cassola, N. & Ewerhart , C. & Valla, N., 2006. "Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations," Working papers 151, Banque de France.
- Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
- Mayordomo, Sergio & Abascal, María & Alonso, Tatiana & Rodriguez-Moreno, Maria, 2015. "Fragmentation in the European interbank market: Measures, determinants, and policy solutions," Journal of Financial Stability, Elsevier, vol. 16(C), pages 1-12.
- Kharroubi, E. & Vidon E., 2008.
"Liquidity, Moral Hazard and Inter-Bank Market Collapse,"
Working papers
227, Banque de France.
- Enisse Kharroubi & Edouard Vidon, 2009. "Liquidity, Moral Hazard, and Interbank Market Collapse," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 51-86, December.
- Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012.
"Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
- Gromb, Denis & Acharya, Viral & Yorulmazer, Tanju, 2008. "Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking," CEPR Discussion Papers 6984, C.E.P.R. Discussion Papers.
- Xavier Freixas & Bruno Maria Parigi, 2008. "Lender of Last Resort and Bank Closure Policy," CESifo Working Paper Series 2286, CESifo.
- Vesala, Jukka & Gropp, Reint & Lo Duca, Marco, 2006.
"Cross-border bank contagion in Europe,"
Working Paper Series
662, European Central Bank.
- Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009. "Cross-Border Bank Contagion in Europe," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 97-139, March.
- Reint Gropp & Marco Lo Duca & Jukka Vesala, 2007. "Cross-Border Bank Contagion in Europe," Working Paper Series: Finance and Accounting 175, Department of Finance, Goethe University Frankfurt am Main.
- Andrieş, Alin Marius & Nistor, Simona & Sprincean, Nicu, 2020. "The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe," Research in International Business and Finance, Elsevier, vol. 51(C).
- Ritz, R. A., 2012.
"How do banks respond to increased funding uncertainty?,"
Cambridge Working Papers in Economics
1213, Faculty of Economics, University of Cambridge.
- Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
- Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
- Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
- Maria Abascal & Tatiana Alonso & Sergio Mayordomo, 2013. "Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions," Working Papers 1322, BBVA Bank, Economic Research Department.
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"Cross-Border Interbank Networks, Banking Risk and Contagion,"
FIW Working Paper series
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"Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 323-368, January.
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"Mapping the UK interbank system,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
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"A Model of Stigma in the Fed Funds Market,"
2009 Meeting Papers
956, Society for Economic Dynamics.
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- Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
- Agur, Itai, 2009. "Regulatory Competition and Bank Risk Taking," CEPR Discussion Papers 7524, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Carboni, Giacomo & Lenza, Michele & Uhlig, Harald, 2019. "Interbank rate uncertainty and bank lending," Working Paper Series 2311, European Central Bank.
- Guillaume Bazot, 2014.
"Local liquidity constraints: What place for central bank regional policy? The French experience during the Belle Époque (1880–1913),"
Post-Print
hal-04288223, HAL.
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- Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
- Michal Kowalik, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
- Xavier Freixas & José Jorge, 2008. "The Role of Interbank Markets in Monetary Policy: A Model with Rationing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1151-1176, September.
- Vollmer, Uwe & Wiese, Harald, 2016. "Central bank standing facilities, counterparty risk, and OTC-interbank lending," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 101-122.
- Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017.
"International financial integration, crises and monetary policy: evidence from the Euro area interbank crises,"
Economics Working Papers
1566, Department of Economics and Business, Universitat Pompeu Fabra.
- Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017. "International financial integration, crises, and monetary policy: evidence from the euro area interbank crises," Working Papers 17-6, Federal Reserve Bank of Boston.
- Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2018. "International financial integration, crises and monetary policy: evidence from the Euro area interbank crises," EconStor Preprints 216786, ZBW - Leibniz Information Centre for Economics.
- Falk Bräuning & Falko Fecht, 2017.
"Relationship Lending in the Interbank Market and the Price of Liquidity,"
Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
- Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
- Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston.
- Puriya Abbassi & Falk Brauning & Falko Fecht & José-Luis Peydró, 2017. "International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises," Working Papers 965, Barcelona School of Economics.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2017. "The role of counterparty risk and asymmetric information in the interbank market," Working Paper Series 2022, European Central Bank.
- Daniel Schmidt & Frank Schmielewski, 2012. "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics 228, University of Lüneburg, Institute of Economics.
- Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
- Tim Eisert & Christian Eufinger, 2019. "Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees," Management Science, INFORMS, vol. 65(8), pages 3673-3693, August.
- Giebel, Marek & Kraft, Kornelius, 2020. "Bank credit supply and firm innovation behavior in the financial crisis," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 24(2), pages 19-51, November.
- Giovanni Ferri & Angelo Leogrande, 2015.
"Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate,"
Euricse Working Papers
1576, Euricse (European Research Institute on Cooperative and Social Enterprises).
- Giovanni Ferri & Angelo Leogrande, 2015. "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers 108, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Michele Manna, 2011. "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers) 816, Bank of Italy, Economic Research and International Relations Area.
- Shaban, Mohamed & James, Gregory A., 2018. "The effects of ownership change on bank performance and risk exposure: Evidence from indonesia," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 483-497.
- Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005. "Banks� participation in the Eurosystem auctions and money market integration," Temi di discussione (Economic working papers) 562, Bank of Italy, Economic Research and International Relations Area.
- Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.
- Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
- Reichlin, Lucrezia, 2013. "The ECB and the banks: the tale of two crises," CEPR Discussion Papers 9647, C.E.P.R. Discussion Papers.
- Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
- M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
- Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
- Ion Lapteacru, 2019. "Do bank activities and funding strategies of foreign and state‐owned banks have a differential effect on risk‐taking in Central and Eastern Europe?," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 27(2), pages 541-576, February.
- Jon H. Findreng, 2021. "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper 2021/2, Norges Bank.
- Behr, Patrick & Wang, Weichao, 2020. "The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 116(C).
- Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.
- Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economics Research Papers 2010-033, Friedrich-Schiller-University Jena.
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"Banking with nominal deposits and inside money,"
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- Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2022. "Cross-border interbank liquidity, crises, and monetary policy," Journal of International Economics, Elsevier, vol. 139(C).
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Articles
- Holthausen, Cornelia & Tapking, Jens, 2007.
"Raising rival's costs in the securities settlement industry,"
Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
- Holthausen, Cornelia & Tapking, Jens, 2004. "Raising rival's costs in the securities settlement industry," Working Paper Series 376, European Central Bank.
Cited by:
- Iori, G. & Deissenberg, C., 2008.
"An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture,"
Working Papers
08/03, Department of Economics, City University London.
- Giulia Iori & Christophe Deissenberg, 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 299-315, Springer.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012.
"Internalization, Clearing and Settlement, and Liquidity,"
Discussion Paper
2012-001, Tilburg University, Tilburg Law and Economic Center.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
- Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
- Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
- Alexandra Lai & Nikil Chande & Sean O'Connor, 2006. "Credit in a Tiered Payments System," Staff Working Papers 06-36, Bank of Canada.
- Steffen Juranek & Uwe Walz, 2020. "Organizational Design, Competition, and Financial Exchanges," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 132-163, January.
- Tapking, Jens & Yang, Jing, 2004.
"Horizontal and vertical integration and securities trading and settlement,"
Working Paper Series
387, European Central Bank.
- Jens Tapking & Jing Yang, 2004. "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers 245, Bank of England.
- Tapking, Jens & Yang, Jing, 2006. "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1765-1795, October.
- Iori, Giulia, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank.
- Li, Shaofang & Marinč, Matej, 2016. "Competition in the clearing and settlement industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 134-162.
- Li, Shaofang & Marinč, Matej, 2018. "Economies of scale and scope in financial market infrastructures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 17-49.
- Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2015.
"Out of sight, out of mind? On the risk of sub-custodian structures,"
Discussion Papers
31/2015, Deutsche Bundesbank.
- Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2016. "Out of sight, out of mind? On the risk of sub-custodian structures," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 47-56.
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2022. "Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare," Management Science, INFORMS, vol. 68(1), pages 635-653, January.
- Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
- Van Cayseele, Patrick & Wuyts, Christophe, 2007. "Cost efficiency in the European securities settlement and depository industry," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3058-3079, October.
- Kauko, Karlo, 2003.
"Interlinking securities settlement systems: A strategic commitment?,"
Bank of Finland Research Discussion Papers
26/2003, Bank of Finland.
- Kauko, Karlo, 2007. "Interlinking securities settlement systems: A strategic commitment?," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2962-2977, October.
- Kauko, Karlo, 2005. "Interlinking securities settlement systems: a strategic commitment?," Working Paper Series 427, European Central Bank.
- Milne, Alistair, 2007. "The industrial organization of post-trade clearing and settlement," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2945-2961, October.
- Tapking, Jens, 2007. "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series 710, European Central Bank.
- Sauer, Stephan & Mercier, Fabien, 2013. "Optimal CSD reshaping towards T2S," Working Paper Series 1549, European Central Bank.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Juranek, Steffen & Walz, Uwe, 2010. "Vertical integration, competition, and financial exchanges: Is there grain in the silo?," CFS Working Paper Series 2010/22, Center for Financial Studies (CFS).
- Frédéric Cherbonnier & Séverine Vandelanoite, 2007. "Enjeux économiques liés à l’intégration des industries du post-marché en Europe," Revue d'Économie Financière, Programme National Persée, vol. 89(3), pages 123-142.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2006.
"Efficient Pricing of Large Value Interbank Payment Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1797-1818, October.
See citations under working paper version above.
- Rochet, Jean Charles & Holthausen, Cornelia, 2003. "Efficient Pricing of Large Value Interbank Payment Systems," CEPR Discussion Papers 3943, C.E.P.R. Discussion Papers.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2003. "Efficient Pricing of Large Value Interbank Payment Systems," IDEI Working Papers 185, Institut d'Économie Industrielle (IDEI), Toulouse.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2002. "Efficient pricing of large value interbank payment systems," Working Paper Series 184, European Central Bank.
- Cornelia Holthausen & Thomas R¯nde, 2002.
"Regulating Access to International Large-Value Payment Systems,"
The Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1561-1586.
Cited by:
- Charles M. Kahn & William Roberds, 2009.
"Payments Settlement: Tiering in Private and Public Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Charles M. Kahn & William Roberds, 2009. "Payments Settlement: Tiering in Private and Public Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.
- Rochet, Jean Charles & Holthausen, Cornelia, 2003.
"Efficient Pricing of Large Value Interbank Payment Systems,"
CEPR Discussion Papers
3943, C.E.P.R. Discussion Papers.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2003. "Efficient Pricing of Large Value Interbank Payment Systems," IDEI Working Papers 185, Institut d'Économie Industrielle (IDEI), Toulouse.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2006. "Efficient Pricing of Large Value Interbank Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1797-1818, October.
- Holthausen, Cornelia & Rochet, Jean-Charles, 2002. "Efficient pricing of large value interbank payment systems," Working Paper Series 184, European Central Bank.
- Cornelia Holthausen & Thomas Rønde, 2003.
"Cooperation in International Banking Supervision,"
CIE Discussion Papers
2004-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Rønde, Thomas & Holthausen, Cornelia, 2005. "Cooperation in International Banking Supervision," CEPR Discussion Papers 4990, C.E.P.R. Discussion Papers.
- Charles M. Kahn & William Roberds, 2002.
"Payments settlement under limited enforcement: Private versus public systems,"
FRB Atlanta Working Paper
2002-33, Federal Reserve Bank of Atlanta.
- William Roberds & Charles M. Kahn, 2004. "Payments Settlement under Limited Enforcement: Private versus Public Systems," Econometric Society 2004 North American Winter Meetings 13, Econometric Society.
- Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
- Simona MUTU, 2015. "Exposure To Systemic Risk Of The European Too-Big-To-Fail Banks During Crisis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 103-115, December.
- Charles M. Kahn & William Roberds, 2009.
"Payments Settlement: Tiering in Private and Public Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 855-884, August.